heterlongraph {lglasso}

Estimates of correlation parameters and precision matrix

Description

Estimates of correlation parameters and precision matrix

Usage

heterlongraph(data, rho, type, tole, lower, upper)

Arguments

data

Data matrix in which the first column is subject id, the second column is the time points of observation. Columns 2 to (p+2) is the observations for p variables.

rho

Tuning parameter used in graphical lasso

type

Type of correlation function, which can take either "abs" or "sqr".

tole

Error tolerance for determination of convergence of EM algorithm

lower

Lower bound for prediction of correlation parameter tau

upper

Upper bound for prediction of correlation parameter tau

Value

S list with three components which are the final estimate of alpha, tau and precision matrix omega

Author(s)

Jie Zhou